0412 Portfolio Management - Applications
Univ.Prof. Dr. Otto Randl
Contact details
Weekly hours
Language of instruction
09/01/23 to 09/22/23
Registration via LPIS
Notes to the course
Day Date Time Room
Friday 11/17/23 02:00 PM - 05:30 PM D4.0.136
Friday 11/24/23 02:00 PM - 05:30 PM D4.0.136
Friday 12/01/23 02:00 PM - 05:30 PM D4.0.136
Friday 12/15/23 02:00 PM - 05:30 PM D4.0.127
Friday 01/12/24 02:00 PM - 05:30 PM D4.0.136
Friday 01/19/24 02:00 PM - 05:30 PM D4.0.136
Friday 01/26/24 02:00 PM - 05:30 PM D4.0.136

In this course we will cover topics that build on the courses Asset/Risk Management I and II. For each topic, we will bring models to the data. The topics covered are: portfolio construction; fund strategies; performance evaluation; risk premia of stocks, bonds, and other asset classes. 

Learning outcomes
  • Deepen state-of-the-art academic knowledge in the area of portfolio management.
  • Gain deeper understanding of models by actually implementing them.
  • Get familiar with financial time series.
  • Learn to critically assess empirically results.
  • Train capability for teamwork.
Attendance requirements

Full attendance is compulsory. This means that students should attend at least 80% of all lectures, at most one lecture can be missed.

Teaching/learning method(s)

Students have to prepare home assignments, which are usually based on an academic paper, and involve R programming and data work. Students work in small teams with changing team composition.


Grading is based on the following elements:

75% Quality of the submission (report, code, analysis)
25% individual presentations (number and quality of presentations)

There are 6 assignments. Grading is based on the 5 best submissions.

Grading scheme: [0-50): 5; [50-65): 4, [65-80): 3; [80-90): 2; [90-100]:1


Please log in with your WU account to use all functionalities of read!t. For off-campus access to our licensed electronic resources, remember to activate your VPN connection connection. In case you encounter any technical problems or have questions regarding read!t, please feel free to contact the library at

Last edited: 2023-06-20